IntraAlpha
Create free account Start free

WisdomTree True Developed International Fund DOL

i

Market dataready · fetched 2026-11-11T14:02:26.728Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T01:00:00.162568998Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:02:25.965474+00:00

Share price$73.96
1D+0.2%
AH$73.50$73.67$73.84$74.01$74.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDOL
Sold putSold callAH

WisdomTree True Developed International Fund options

Live interpolated DOL call and put midpoint premiums by absolute delta.WisdomTree True Developed International Fund$2.18$4.71$7.24$9.77$12.30$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEDOL PRICE$4.26$2.45$3.45$4.44$5.44$6.43$7.42$8.42$9.41$11.57
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ73.5519.2%3.9%
45Δ74.8920.0%3.4%
50Δ76.2320.8%2.9%
55Δ77.5721.6%2.5%
60Δ78.9122.4%2.0%
65Δ80.2523.2%1.5%
70Δ71.7616.4%2.8%81.5924.0%1.1%
75Δ82.9324.8%0.6%
80Δ85.3727.6%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
73.55
IV
19.2%
B/E move
3.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
74.89
IV
20.0%
B/E move
3.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
76.23
IV
20.8%
B/E move
2.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
77.57
IV
21.6%
B/E move
2.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
78.91
IV
22.4%
B/E move
2.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
80.25
IV
23.2%
B/E move
1.5%

70Δ

Calls
Pseudo strike
71.76
IV
16.4%
B/E move
2.8%
Puts
Pseudo strike
81.59
IV
24.0%
B/E move
1.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
82.93
IV
24.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
85.37
IV
27.6%
B/E move
0.2%

Options history

IV · four-Friday blend16.18%
Daily EOD
DOL15.1%15.7%16.3%2026-10-19: 15.55%2026-10-20: 15.17%2026-10-21: 15.48%2026-10-22: 15.70%2026-10-23: 15.81%2026-10-26: 15.94%2026-10-27: 15.90%2026-10-28: 15.83%2026-10-29: 15.87%2026-10-30: 16.18%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
15.55%
15.17%
15.48%
15.70%
15.81%
15.94%
15.90%
15.83%
15.87%
16.18%